var Result = dataGridView1.Rows.OfType<DataGridViewRow>().Select(
r => r.Cells.OfType<DataGridViewCell>().Select(c => c.Value).ToArray()).ToList();
или получить строковый словарь значений
var Result = dataGridView1.Rows.OfType<DataGridViewRow>().Select(
r => r.Cells.OfType<DataGridViewCell>().ToDictionary(c => dataGridView1.Columns[c.OwningColumn].HeaderText, c => (c.Value ?? "").ToString()
).ToList();